+1,198.2%
IBKR vs SHAK
+35.4%
+1,162.8%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHAK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.2% | -1.0% | +1.5% |
| 7D | -1.3% | -8.3% | +6.9% | +0.4% |
| 30D | -0.2% | -12.6% | +12.4% | +2.5% |
| 3M | +3.0% | +9.1% | -6.2% | +0.6% |
| 6M | +33.9% | -31.2% | +65.1% | +41.7% |
| YTD | +42.5% | -21.6% | +64.1% | +46.6% |
| 1Y | +44.9% | -38.8% | +83.6% | +56.2% |
| 3Y | +293.0% | +0.6% | +292.4% | +274.6% |
| 5Y | +497.7% | -22.5% | +520.2% | +473.8% |
| 10Y | +1,004.4% | +85.3% | +919.1% | +728.9% |
| All | +1,198.2% | +35.4% | +1,162.8% | +886.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SHAK.
Daily Out/Under-Performance
Portfolio return minus SHAK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHAK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SHAK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling